+33.3%
ORCL vs ONON
-6.6%
+39.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +4.9% | +2.8% |
| 7D | +15.0% | -1.7% | +16.7% | +15.3% |
| 30D | +10.5% | -27.4% | +37.9% | +16.9% |
| 3M | -23.0% | -26.5% | +3.5% | -19.0% |
| 6M | +7.0% | -34.2% | +41.2% | +14.2% |
| YTD | -15.8% | -41.3% | +25.5% | -8.5% |
| 1Y | -31.1% | -39.7% | +8.6% | -25.6% |
| 3Y | +33.3% | -7.8% | +41.1% | +34.5% |
| All | +33.3% | -6.6% | +39.9% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ONON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling